+57.8%
SO vs PPG
-24.1%
+81.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.1% | -6.2% | +5.2% | 0.0% |
| 30D | -5.0% | -7.9% | +2.9% | -3.8% |
| 3M | -5.8% | -10.2% | +4.5% | -4.3% |
| 6M | -7.9% | +2.7% | -10.6% | -8.8% |
| YTD | +2.4% | +4.9% | -2.5% | +0.7% |
| 1Y | -2.3% | -3.2% | +0.9% | -2.6% |
| 3Y | +41.9% | -17.0% | +58.9% | +45.2% |
| All | +57.8% | -24.1% | +81.8% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling